Adding your own highlighting scheme can be done, but it takes a little work. I need to write up some documentation on how to do this, as well as make the process itself a little easier. It's been on my to-do list for ages, but I haven't gotten around to it yet.

If you're really motivated, grab the source for RSyntaxTextArea, either at its SourceForge page or get the bleeding edge from the Subversion repository. The look at the file RSyntaxTextArea/src/org/fife/ui/rsyntaxtextarea/modes/JavaTokenMaker.flex. This file generates the class that does Java syntax highlighting by using JFlex. There is a comment at the top of the file that describes some special steps you'll need to take to massage the JFlex output to work with RSyntaxTextArea. Look through this as a first step.

I can probably look up a NetRexx grammar online and add this syntax myself if you're okay with that.

I would like to create a grammar designer program that would generate a highlighter for arbitrary languages usable by RSyntaxTextArea. That would be a fun project, and would be useful as well, but again; it's more of a time issue.